Abstract
AbstractIn this note, we prove that the speed of convergence of the workload of a Lévy-driven queue to the quasi-stationary distribution is of order 1/t. We identify also the Laplace transform of the measure giving this speed and provide some examples.
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications
Reference30 articles.
1. Asselah, A., Ferrari, P.A., Groisman, P., Jonckheere, M.: Fleming–Viot selects the minimal quasi-stationary distribution: the Galton–Watson case. Ann. Inst. Henri Poincaré Probab. Stat. 52(2), 647–668 (2016)
2. Asmussen, S.: Applied Probability and Queues, 2nd edn. Springer, Berlin (2003)
3. Bertoin, J., Doney, R.A.: Some asymptotic results for transient random walks. Adv. Appl. Probab. 28, 207–226 (1996)
4. Blanchet, J., Glynn, P., and Zheng, S.: Empirical analysis of a stochastic approximation approach for computing quasi-stationary distributions. In: EVOLVE—A Bridge Between Probability, Set Oriented Numerics, and Evolutionary Computation II, pp. 19–37, Springer (2013)
5. Champagnat, N., and Villemonais, D.: Population processes with unbounded extinction rate conditioned to non-extinction. arXiv:1611.03010v1 (2016)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Yaglom limit for unimodal Lévy processes;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2023-08-01